{
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  "Package": "RPEIF",
  "Type": "Package",
  "Title": "Computation and Plots of Influence Functions for Risk and\nPerformance Measures",
  "Version": "1.2.5",
  "Date": "2025-12-17",
  "Authors@R": "c(person(given = \"Anthony\",\nfamily = \"Christidis\",\nrole = c(\"aut\", \"cre\"),\nemail = \"anthony.christidis@stat.ubc.ca\"),\nperson(given = \"Shengyu\",\nfamily = \"Zhang\",\nrole = \"aut\",\nemail = \"syzhang@uw.edu\"),\nperson(given = \"Douglas\",\nfamily = \"Martin\",\nrole = \"aut\",\nemail = \"doug@amath.washington.edu\"))",
  "Description": "Computes the influence functions time series of the\nreturns for the risk and performance measures as mentioned in\nChen and Martin (2018) <https://www.ssrn.com/abstract=3085672>,\nas well as in Zhang et al. (2019)\n<https://www.ssrn.com/abstract=3415903>. Also evaluates\nestimators influence functions at a set of parameter values and\nplots them to display the shapes of the influence functions.",
  "License": "GPL (>= 2)",
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  "Repository": "https://anthonychristidis.r-universe.dev",
  "Date/Publication": "2025-12-17 17:22:50 UTC",
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  "NeedsCompilation": "no",
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  "Author": "Anthony Christidis [aut, cre],\nShengyu Zhang [aut],\nDouglas Martin [aut]",
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    "committer": "Anthony Christidis <anthony.christidis@stat.ubc.ca>",
    "message": "Fix author field in DESCRIPTION file and fix examples (should run without PerformanceAnalytics installed).\n",
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    "IF.DSR",
    "IF.ES",
    "IF.ESratio",
    "IF.LPM",
    "IF.Mean",
    "IF.OmegaRatio",
    "IF.RachevRatio",
    "IF.robMean",
    "IF.SD",
    "IF.SemiSD",
    "IF.SoR",
    "IF.SR",
    "IF.VaR",
    "IF.VaRratio",
    "nuisParsFn"
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    {
      "page": "IF",
      "title": "Influence Function for Available Risk and Performance Measures",
      "topics": [
        "IF"
      ]
    },
    {
      "page": "IF.DSR",
      "title": "Influence Function - Downside Sharpe Ratio",
      "topics": [
        "IF.DSR"
      ]
    },
    {
      "page": "IF.ES",
      "title": "Influence Function - Expected Shortfall (ES)",
      "topics": [
        "IF.ES"
      ]
    },
    {
      "page": "IF.ESratio",
      "title": "Influence Function - Expected Shortfall (ES) Ratio",
      "topics": [
        "IF.ESratio"
      ]
    },
    {
      "page": "IF.LPM",
      "title": "Influence Function - Lower Partial Moment (LPM)",
      "topics": [
        "IF.LPM"
      ]
    },
    {
      "page": "IF.mean",
      "title": "Influence Function - Mean",
      "topics": [
        "IF.Mean"
      ]
    },
    {
      "page": "IF.OmegaRatio",
      "title": "Influence Function - Omega Ratio",
      "topics": [
        "IF.OmegaRatio"
      ]
    },
    {
      "page": "IF.RachevRatio",
      "title": "Influence Function - Rachev Ratio",
      "topics": [
        "IF.RachevRatio"
      ]
    },
    {
      "page": "IF.robMean",
      "title": "Influence Function - Robust M-Estimator of Mean",
      "topics": [
        "IF.robMean"
      ]
    },
    {
      "page": "IF.SD",
      "title": "Influence Function - Standard Deviation",
      "topics": [
        "IF.SD"
      ]
    },
    {
      "page": "IF.SemiSD",
      "title": "Influence Function - Semi-Standard Deviation (SemiSD)",
      "topics": [
        "IF.SemiSD"
      ]
    },
    {
      "page": "IF.SoR",
      "title": "Influence Function - Sortino Ratio",
      "topics": [
        "IF.SoR"
      ]
    },
    {
      "page": "IF.SR",
      "title": "Influence Function - Sharpe Ratio (SR)",
      "topics": [
        "IF.SR"
      ]
    },
    {
      "page": "IF.VaR",
      "title": "Influence Function - Value at Risk (VaR)",
      "topics": [
        "IF.VaR"
      ]
    },
    {
      "page": "IF.VaRratio",
      "title": "Influence Function - Value at Risk (VaR) Ratio",
      "topics": [
        "IF.VaRratio"
      ]
    },
    {
      "page": "nuisParsFn",
      "title": "Nuisance Parameters Computation",
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      ]
    }
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